VARIATION AND OSCILLATION FOR SINGULAR INTEGRALS WITH ODD KERNEL
ON LIPSCHITZ GRAPHS
ALBERT MAS AND XAVIER TOLSA
Abstract. We prove that, for ρ > 2, the ρ-variation and oscillation for the smooth trun- cations of the Cauchy transform on Lipschitz graphs is bounded in Lpfor 1 < p < ∞. The analogous result holds for the n-dimensional Riesz transform on n-dimensional Lipschitz graphs, as well as for other singular integral operators with odd kernel. In particular, our results strengthen the classical theorem on the L2boundedness of the Cauchy transform on Lipschitz graphs by Coifman, McIntosh, and Meyer.
1. Introduction
The ρ-variation and oscillation for martingales and some families of operators have been studied in many recent papers on probability, ergodic theory, and harmonic analysis (see [L´e], [Bo], [JKRW], [CJRW1], and [JSW], for example). The purpose of this paper is to establish some new results concerning the ρ-variation and oscillation for families of singular integral operators defined on Lipschitz graphs. In particular, our results include the Lp boundedness of the ρ-variation and the oscillation for the smooth truncations of the Cauchy transform and the n-dimensional Riesz transform on Lipschitz graphs, for 1 < p <∞ and ρ > 2.
Given a Borel measure µ in Rd, one defines the n-dimensional Riesz transform of a function f ∈ L1(µ) by Rµf (x) = limǫց0Rµǫf (x) (whenever the limit exists), where
Rµǫf (x) = Z
|x−y|>ǫ
x− y
|x − y|n+1f (y) dµ(y), x∈ Rd.
When d = 2 (i.e., µ is a Borel measure in C), one defines the Cauchy transform of f ∈ L1(µ) by Cµf (x) = limǫց0Cǫµf (x) (whenever the limit exists), where
Cǫµf (x) = Z
|x−y|>ǫ
f (y)
x− ydµ(y), x∈ C.
To avoid the problem of existence of the preceding limits, it is useful to consider the maximal operators R∗µf (x) = supǫ>0|Rµǫf (x)| and C∗µf (x) = supǫ>0|Cǫµf (x)|.
The Cauchy and Riesz transforms are two very important examples of singular integral operators with a Calder´on-Zygmund kernel. The kernels K : Rd\ {0} → R that we consider in this paper satisfy
(1.1) |K(x)| ≤ C
|x|n, |∂xiK(x)| ≤ C
|x|n+1 and |∂xi∂xjK(x)| ≤ C
|x|n+2,
Date: March, 2011.
1991 Mathematics Subject Classification. Primary 42B20, 42B25.
Key words and phrases. ρ-variation, oscillation, Calder´on-Zygmund singular integrals.
Both authors are partially supported by grants 2009SGR-000420 (Generalitat de Catalunya) and MTM2010-16232 (Spain). Albert Mas is also supported by grant AP2006-02416 (FPU program, Spain).
1
for all 1≤ i, j ≤ d and x = (x1, . . . , xd)∈ Rd\{0}, where 0 < n < d is some integer and C > 0 is some constant; and moreover K(−x) = −K(x) for all x 6= 0 (i.e. K is odd). Notice that the n-dimensional Riesz transform corresponds to the vector kernel (x1, . . . , xd)/|x|n+1, and the Cauchy transform to (x1,−x2)/|x|2 (so, we may consider K to be any scalar component of these vector kernels).
Given an odd kernel K satisfying (1.1) and a finite Borel measure µ in Rd, for each ǫ > 0, we consider the ǫ-truncated operator
Tǫµ(x) = Z
|x−y|>ǫ
K(x− y) dµ(y), x∈ Rd,
and then we set T µ(x) = limǫց0Tǫµ(x) whenever the limit makes sense, and T∗µ(x) = supǫ>0|Tǫµ(x)|. Finally, given f ∈ L1(µ), we define Tǫµf (x) := Tǫ(f µ)(x), Tµf (x) :=
T (f µ)(x) and T∗µf (x) := T∗(f µ)(x). Thus, for a suitable choice of K, the operator Tµ coincides with the Cauchy or Riesz transforms.
Besides the operator Tǫ defined above, one can consider another ǫ-truncated variant that we proceed to define. First we need some additional notation. Given x = (x1, . . . , xd)∈ Rd, we use the notation ex := (x1, . . . , xn) ∈ Rn. Let ϕR : [0,∞) → [0, ∞) be a non decreasing C2 function such that χ[3√n,∞) ≤ ϕR≤ χ[2.1√
n,∞) (the numbers 3√
n and 2.1√
n are chosen just for definiteness and they are not important). Given ǫ > 0 and x∈ Rd, we denote
ϕǫ(x) := ϕR(|ex|/ǫ) and ϕ := {ϕǫ}ǫ>0. Given K as above, x∈ Rd, 0 < ǫ, and a finite Borel measure µ, we set
(Kϕǫ∗ µ)(x) :=
Z
ϕǫ(x− y)K(x − y) dµ(y).
We also denote (Kϕ∗ µ)(x) := {(Kϕǫ ∗ µ)(x)}ǫ>0. Finally, given f ∈ L1(µ), we define Tϕµǫf (x) := (Kϕǫ ∗ (fµ))(x), Tϕµf (x) := limǫ→0Tϕµǫf (x) (whenever the limit makes sense), Tϕµ∗f (x) := supǫ>0|Tϕµǫf (x)|, and Tϕµf (x) :={Tϕµǫf (x)}ǫ>0.
Let I be a subset of R (in this paper, we will always have I = (0, ∞) or I = Z), and let F := {Fǫ}ǫ∈I be a family of functions defined on Rd. Given ρ > 0, the ρ-variation of F at x∈ Rdis defined by
Vρ(F)(x) := sup
{ǫm}
X
m∈Z
|Fǫm+1(x)− Fǫm(x)|ρ
1/ρ
,
where the pointwise supremum is taken over all decreasing sequences{ǫm}m∈Z ⊂ I. Fix a decreasing sequence{rm}m∈Z⊂ I. The oscillation of F at x ∈ Rd is defined by
O(F)(x) := sup
{ǫm},{δm}
X
m∈Z
|Fǫm(x)− Fδm(x)|2
1/2
,
where the pointwise supremum is taken over all sequences{ǫm}m∈Z ⊂ I and {δm}m∈Z⊂ I such that rm+1 ≤ ǫm≤ δm ≤ rm for all m∈ Z.
In this paper we are interested in studying the ρ-variation and oscillation for the family Tϕµf . That is, we will deal with
(Vρ◦ Tϕµ)f (x) :=Vρ(Tϕµf )(x) =Vρ(Kϕ∗ (fµ))(x) and (O ◦ Tϕµ)f (x) :=O(Tϕµf )(x) =O(Kϕ ∗ (fµ))(x),
for a Borel measure µ and f ∈ L1(µ). Although it is not clear from the definitions, these operators are µ-measurable (see [CJRW1], [JSW]).
Given E ⊂ Rd, we denote by HnE the n-dimensional Hausdorff measure restricted to E.
Let Γ := {x ∈ Rd : x = (ex, A(ex))} be the graph of a Lipschitz function A : Rn → Rd−n with Lipschitz constant Lip(A). Let H1(HnΓ) and BM O(HnΓ) be the (atomic) Hardy space and the space of functions with bounded mean oscillation, respectively, with respect to the measureHnΓ. The following is our main result.
Theorem 1.1. Let ρ > 2, let K be a kernel satisfying (1.1), and set µ :=HnΓ. The operators Vρ◦ Tϕµ andO ◦ Tϕµ are bounded
• in Lp(µ) for 1 < p <∞,
• from H1(µ) to L1(µ),
• from L1(µ) to L1,∞(µ), and
• from L∞(µ) to BM O(µ).
In all the cases above, the norm of O ◦ Tϕµ is bounded independently of the sequence that defines O.
Let us recall that the L2(H1Γ) boundedness of the Cauchy transform on Lipschitz graphs Γ⊂ C with slope small enough was proved by A. P. Calder´on in his celebrated paper [Ca].
The L2boundedness on Lipschitz graphs in full generality was proved later on by R. Coifman, A. McIntosh, and Y. Meyer [CMM].
Consider the Cauchy kernel K(z) = 1/z (z ∈ C), and set µ := H1Γ, so Cǫµ = Tǫµ. By standard Calder´on-Zygmund theory (namely, Cotlar’s inequality), the L2(µ) boundedness of the Cauchy transform Cµ is equivalent to the L2(µ) boundedness of the maximal operator C∗µ. Let Mµ denote the Hardy-Littlewood maximal operator with respect to the measure µ. It is easy to check that, for f ∈ L1(µ) with compact support, there exists some constant C0 > 0 such that
Cǫµf (x)≤ Tϕµǫf (x) + C0Mµf (x)≤ (Vρ◦ Tϕµ)f (x) + C0Mµf (x)
for all ǫ > 0, thus (Vρ◦ Tϕµ) + C0Mµ controls the maximal operator C∗µ and, in this sense, Theorem 1.1 (together with the known Lp(µ) boundedness of Mµ) strengthens the results of [Ca] and [CMM]. Analogous conclusions hold for the n-dimensional Riesz transform and the maximal operator Rµ∗.
The operator Vρ◦ Tϕµ is also related to an important open problem posed by G. David and S. Semmes which actually is our main motivation to prove Theorem 1.1. We need some definitions to state it.
Recall that a measure µ is said to be n-dimensional Ahlfors-David regular, or simply AD regular, if there exists some constant C such that C−1rn ≤ µ(B(x, r)) ≤ Crn for all x∈ suppµ and 0 < r ≤ diam(suppµ). It is not difficult to see that such a measure µ must be of the form µ = hHnsuppµ, where h is some positive function bounded above and away from zero. A Borel set E ⊂ Rd is called AD regular if the measureHnE is AD regular. One says that µ is uniformly n-rectifiable, or simply uniformly rectifiable, if there exist θ, M > 0 so that, for each x∈ suppµ and R > 0, there is a Lipschitz mapping g from the n-dimensional ball Bn(0, R) ⊂ Rn into Rd such that Lip(g) ≤ M and µ B(x, R) ∩ g(Bn(0, R))
≥ θRn, where Lip(g) stands for the Lipschitz constant of g. In the language of [DS2], this means that suppµ has big pieces of Lipschitz images of Rn. A Borel set E ⊂ Rd is called uniformly n- rectifiable ifHnE is n-uniformly rectifiable. Of course, the n-dimensional graph of a Lipschitz function is uniformly n-rectifiable.
David and Semmes asked the following question, which is still open (see [Pa, Chapter 7]):
Problem 1.2. Is it true that an n-dimensional AD regular measure µ is n-uniformly recti- fiable if and only if Rµ∗ is bounded in L2(µ)?
It is proved in [DS1] that if µ is uniformly rectifiable, then Rµ∗ is bounded in L2(µ).
However, the converse implication has been proved only in the case n = 1 and d = 2, by P. Mattila, M. Melnikov and J. Verdera [MMV], using the notion of curvature of measures (which seems to be useful only in this case).
Set Rµ := {Rµǫ}ǫ>0. By combining some techniques from [DS2] and [To], in our forth- coming paper [MT] we show that the L2 boundedness ofVρ◦ Rµimplies that µ is uniformly n-rectifiable. Moreover, we also prove thatVρ◦ Rµ is bounded in L2(µ) for all AD regular uniformly n-rectifiable measures µ. So we obtain the following theorem, which might be considered as a first approach to a possible solution of Problem 1.2:
Theorem. Let ρ > 2. An n-dimensional AD regular measure µ is uniformly n-rectifiable if and only if Vρ◦ Rµ is a bounded operator in L2(µ).
An essential ingredient for the proof of this result is Theorem 1.1 above. The arguments and techniques used to derive the L2boundedness ofVρ◦Rµon uniformly rectifiable measures from the L2 boundedness ofVρ◦ Rµϕ on Lipschitz graphs are quite delicate (Rµϕ is defined as Rµ but using the family ϕ for the truncations). In particular, they involve the corona type decomposition introduced in [DS1]. For this reason, the proof of the preceding theorem is out of the scope of this paper and will appear in [MT].
Concerning the background on the ρ-variation and oscillation, a fundamental result is L´epingle’s inequality [L´e], from which the Lp boundedness of the ρ-variation and oscillation for martingales follows, for ρ > 2 and 1 < p <∞ (see Theorem 2.4 below for more details).
From this result on martingales, one deduces that the ρ-variation and oscillation are also bounded in Lpfor the averaging operators (also called differentiation operators, see [JKRW]):
(1.2) Dǫf (x) = 1
|B(x, ǫ)|
Z
B(x,ǫ)
f (y) dy, x∈ R.
As far as we know, the first work dealing with the ρ-variation and oscillation for singular in- tegral operators is the one of J. Campbell, R. L. Jones, K. Reinhold and M. Wierdl [CJRW1], where the Lp and weak L1 boundedness of the ρ-variation (for ρ > 2) and oscillation for the Hilbert transform was proved. Recall that, for f ∈ Lp(R) and x∈ R,
Hǫf (x) = 1 π
Z
|x−y|>ǫ
1
x− yf (y) dy,
and then the Hilbert transform of f is defined by Hf (x) = limǫ→0Hǫf (x), whenever the limit exists. Later on, there appeared other papers showing the Lp boundedness of the ρ- variation and oscillation for singular integrals in Rd ([CJRW2]), with weights ([GT]), or for other operators such as the spherical averaging operator or singular integral operators on parabolas ([JSW]). Finally, we remark that, very recently, the case of the Carleson operator has been considered too ([LT], [OSTTW]).
Notice that the Hilbert transform is one of the simplest examples where Theorem 1.1 applies (one sets Γ = R, i.e. A≡ 0), and so one obtains a new proof of the Lp boundedness of the ρ-variation and oscillation for the Hilbert transform. In the original proof in [CJRW1], a key ingredient was the following classical identity, which follows via the Fourier transform:
(1.3) Qǫ = Pǫ∗ H,
where Pǫ is the Poisson kernel and Qǫ is the conjugated Poisson kernel. Using this identity and the close relationship between the operators Qǫ and Hǫ, Campbell et al. derived the Lp boundedness of the ρ-variation and oscillation for the Hilbert transform from the one of
the family{Dǫ(Hf )}ǫ>0, where Dǫ is the averaging operator in (1.2) (notice that Pǫ can be written as a convex combination of operators Dδ, δ > 0).
In most of the previous results concerning ρ-variation and oscillation of families of oper- ators from harmonic analysis, the Fourier transform is a fundamental tool. However, this is not useful in order to prove Theorem 1.1, since the graph Γ is not invariant under translations in general. Moreover, even for the Cauchy transform, there is no formula like (1.3), which relates the truncations of a singular integral operator with an averaging operator applied to a singular integral operator, when Γ is a general Lipschitz graph.
The main ingredients of our proof of Theorem 1.1 are the known results on the ρ-variation and oscillation for martingales (L´epingle’s inequality [L´e]) and a multiscale analysis which stems from the geometric proof of the L2 boundedness of the Cauchy transform on Lipschitz graphs by P. W. Jones [Jn1] and his celebrated work [Jn2] on quantitative rectifiability in the plane, using the so called β coefficients. Some of the techniques in these papers were further developed in higher dimensions by David and Semmes [DS1] for Ahlfors-David regular sets. More recently, in [To] some coefficients denoted by α, in the spirit of the Jones’ β’s, were introduced, and they were shown to be useful for the study of the Lp-boundedness of Calder´on-Zygmund operators on Lipschitz graphs and on uniformly rectifiable sets (see the definition below Theorem 1.3). In our paper, the α and β coefficients play a fundamental role.
Let us remark that L´epingle’s inequality, which asserts the Lp boundedness of the ρ- variation of martingales, fails if one assumes ρ≤ 2 (see [Qi] and [JW], for example). More- over, this fact can be brought to the ρ-variation of averaging operators and singular integral operators, thus it is essential to assume ρ > 2 in Theorem 1.1. Analogous conclusions hold if one replaces the ℓ2-norm by and ℓρ-norm with ρ < 2 in the definition ofO. See [CJRW1], or [AJS] for the case of martingales.
Concerning the direct applications of Theorem 1.1, it is easily seen that the Lp bound- edness of Vρ ◦ Tϕµ yields a new proof of the existence of the principal values Tϕµf (x) :=
limǫ→0Tϕµǫf (x) for all f ∈ Lp(µ) and almost all x ∈ Γ, without using a dense class of func- tions in Lp(µ) as in the classical proof. Moreover, from Theorem 1.1 one also gets some information on the speed of convergence. In fact, a classical result derived from variational inequalities is the boundedness of the λ-jump operator Nλ◦ Tϕµ and the (a, b)-upcrossings operator Nab◦ Tϕµ. Given λ > 0, f ∈ L1loc(µ) and x ∈ Rd, one defines (Nλ◦ Tϕµ)f (x) as the supremmum of all integers N for which there exists 0 < ǫ1 < δ1 ≤ ǫ2 < δ2 ≤ · · · ≤ ǫN < δN so that
|Tϕµǫif (x)− Tϕµδif (x)| > λ
for each i = 1, . . . , N . Similarly, given a < b, one defines (Nab◦Tϕµ)f (x) to be the supremmum of all integers N for which there exists 0 < ǫ1 < δ1 ≤ ǫ2 < δ2 ≤ · · · ≤ ǫN < δN so that Tϕµǫif (x) < a and Tϕµδif (x) > b for each i = 1, . . . , N . Using Theorem 1.1 one obtains (by the same arguments as in [CJRW1, Theorem 1.3 and Corollary 7.1]) the following:
Theorem 1.3. Let ρ > 2, λ > 0, and let K, and µ be as in Theorem 1.1. For 1 < p <∞, there exist constants C1 and C2 depending on ρ, n, d, K, and Lip(A) (and on p for the case of C1) such that
k (Nλ◦ Tϕµ)f1/ρ
kLp(µ) ≤ C1
λ kfkLp(µ) and µ({x ∈ Γ : (Nλ◦ Tϕµ)f (x) > m}) ≤ C2
λm1/ρ kfkL1(µ).
Trivially, (Nab ◦ Tϕµ)f ≤ (Nb−a◦ Tϕµ)f , thus Theorem 1.3 also holds replacing λ by b− a and Nλ by Nab. In [JSW] it is shown that the results of Theorem 1.3 still hold when ρ = 2 for the particular case of the Hilbert transform. In our paper we do not pursue this endpoint result.
2. Preliminaries
Throughout all the paper, n and d are two fixed integers such that 0 < n < d. Given a point x = (x1, . . . , xd) ∈ Rd, we use the notation ex := (x1, . . . , xn) ∈ Rn. Given a function f : Rm→ R, we denote by ∇f its gradient (when it makes sense), and by ∇2f the matrix of second derivatives of f . If f depends on different points x1, x2, . . .∈ Rm, then∇xif denotes the gradient of f with respect to the xi variable, and analogously for ∇2xif .
For two sets F1, F2 ⊂ Rd, we denote by distH(F1, F2) the Hausdorff distance between F1 and F2. We denote by Ln the Lebesgue measure on Rn, and for the sake of simplicity, we setk · kp :=k · kLp(Ln) for 1≤ p ≤ ∞, and dy := dLn(y) for y∈ Rn.
In the paper, when we refer to the angle between two affine n-planes in Rd, we mean the angle between the n-dimensional subspaces associated to the n-planes. As usual, the letter
‘C’ stands for some constant which may change its value at different occurrences, and which quite often only depends on n and d. The notation A . B (A & B) means that there is some fixed constant C such that A≤ CB (A ≥ CB), with C as above. Also, A ≈ B is equivalent to A . B . A.
2.1. More about the family ϕ. Given x∈ Rd, 0 < ǫ ≤ δ, and a finite Borel measure µ, we set ϕδǫ(x) := ϕǫ(x)− ϕδ(x) and we define
(Kϕδǫ ∗ µ)(x) :=
Z
ϕδǫ(x− y)K(x − y) dµ(y), thus (Kϕδǫ∗ µ)(x) = (Kϕǫ∗ µ)(x) − (Kϕδ∗ µ)(x).
For m ∈ N, x ∈ Rm, and R ≥ r > 0, we denote by Bm(x, r) the closed ball of Rm with center x and radius r, and by Am(x, r, R) the closed annulus of Rm centered at x with inner radius r and outer radius R. We also use the notation B(x, r) and A(x, r, R) when there is no possible confusion about m.
Each function ϕδǫ is non negative, and suppϕδǫ ⊂ An(0, 2.1ǫ√ n, 3δ√
n) × Rd−n ⊂ Rd. Moreover, P
j∈Zϕ22−−j−1j (x) = 1 for ex 6= 0, and there are at most two terms that do not vanish in the previous sum for a given x∈ Rd.
2.2. The α and β coefficients. Special dyadic lattice. Given m∈ N, λ > 0, and a cube Q⊂ Rm (i.e. Q := [0, b)m+ a with a∈ Rm and b > 0), ℓ(Q) denotes the side length of Q, zQ denotes the center of Q and λQ denotes the cube with center zQ and side length λℓ(Q).
Throughout the paper, we will only use cubes with sides parallel to the axes.
Let µ be a locally finite Borel measure on Rd. Given 1≤ p < ∞ and a cube Q ⊂ Rd, one sets (see [DS2])
(2.1) βp,µ(Q) = inf
L
1
ℓ(Q)n Z
2Q
dist(y, L) ℓ(Q)
p
dµ(y)
1/p
,
where the infimum is taken over all n-planes L in Rd. For p =∞ one replaces the Lp norm by the supremum norm:
(2.2) β∞,µ(Q) = inf
L
sup
y∈suppµ∩2Q
dist(y, L) ℓ(Q)
,
where the infimum is taken over all n-planes L in Rdagain. These coefficients were introduced by P. W. Jones in [Jn1] for p =∞ and by G. David and S. Semmes in [DS1] for 1 ≤ p < ∞.
Let F ⊂ Rd be the closure of an open set. Given two finite Borel measures σ, ν on Rd, one sets
(2.3) distF(σ, ν) := supn R
f dσ−R
f dν : Lip(f) ≤ 1, suppf ⊂ F o
.
It is easy to check that this is a distance in the space of finite Borel measures σ such that suppσ⊂ F and σ(∂F ) = 0. Moreover, it turns out that this distance is a variant of the well known Wasserstein distance W1 from optimal transportation (see [Vi, Chapter 1]). See [Ma, Chapter 14] for other properties of distF.
Given a cube Q which intersects suppµ, consider the closed ball BQ := B(zQ, 6ℓ(Q)).
Then one defines (see [To])
(2.4) αnµ(Q) := 1
ℓ(Q)n+1 inf
c≥0,LdistBQ(µ, cHnL),
where the infimum is taken over all constants c≥ 0 and all n-planes L in Rd. For convenience, if Q does not intersect suppµ, we set αnµ(Q) = 0. To simplify notation, sometimes we will write αµ(Q) or α(Q) instead of αnµ(Q) (and analogously for the β’s).
The following result characterizes uniform rectifiability in terms of the α and β coefficients.
Theorem 2.1. Let µ be an n-dimensional AD regular measure on Rd, and consider any p∈ [1, 2]. Then, the following are equivalent:
(a) µ is uniformly n-rectifiable.
(b) For any cube R⊂ Rd,
(2.5) X
Q∈DRd(R)
βp,µ(Q)2ℓ(Q)n≤ Cℓ(R)n
with C independent of R, where DRd(R) stands for the collection of cubes of Rd contained in R which are obtained by splitting R dyadically.
(c) There exists C > 0 such that, for any cube R⊂ Rd,
(2.6) X
Q∈DRd(R)
αµ(Q)2ℓ(Q)n≤ Cℓ(R)n.
The equivalence (a)⇐⇒(b) in Theorem 2.1 was proved by G. David and S. Semmes in [DS1], and the equivalence (a)⇐⇒(c) was proved by X. Tolsa in [To].
In this paper we will use a slightly different definition of the α and β coefficients adapted to the n-uniformly rectifiable measure µ = fHΓn, where Γ := {x ∈ Rd : x = (ex, A(ex))} is the n-dimensional graph of a given Lipschitz function A : Rn → Rd−n and f ∈ L∞(HnΓ) satisfies f (x)≈ 1 for almost all x ∈ Γ. To this end, we need to introduce a special dyadic lattice of sets related to Γ. Given a cube eQ ⊂ Rn (i.e. Q := [0, b)e n + a with a ∈ Rn and b > 0), we define Q := eQ× Rd−n. This type of set will be called v-cube (“vertical”
cube). We denote by ℓ(Q) and ezQ the side length and center of eQ, respectively, and given λ > 0 we set λQ := λ eQ× Rd−n. Let eD denote the standard dyadic lattice of Rn, and set D := {Q : eQ ∈ eD}. It is easy to check that the v-cubes of D intersected with Γ provide a dyadic lattice associated to the graph Γ in the sense of [Da, Appendix 1]. Finally, for m∈ Z, setDm:={Q ∈ D : ℓ(Q) = 2−m}.
Fix a constant CΓ > 10√
n(1 + Lip(A)) (the precise value of CΓwill not be relevant in the proofs given in the paper). Given 1≤ p ≤ ∞ and a v-cube Q ⊂ Rd, we define the coefficient
βp,µ(Q) as in (2.1) and (2.2) but replacing 2Q by CΓQ. We also define αµ(Q) as in (2.4) but taking BQ := B(ezQ, CΓℓ(Q))× Rd−n ⊂ Rd. This new definition of the α and β coefficients (adapted to the graph Γ) is the one that we will use in the whole paper.
Remark 2.2. It is an exercise to check that, with this new definition of the α’s and β’s, inequalities (2.5) and (2.6) of Theorem 2.1 still hold. Moreover, the following is an easy consequence of (2.5) and (2.6): Let Γ be an n-dimensional Lipschitz graph, f ∈ L∞(HnΓ) such that f (x)≈ 1 for almost all x ∈ Γ, and µ = fHΓn. Let 1≤ p ≤ 2. Given C1, C2, C3 ≥ 1, there exists a constant C4 > 0 such that, for any R∈ D,
X
Q∈D: Q⊂C1R
βp,µ(C2Q)2+ αµ(C3Q)2
µ(Q)≤ C4µ(R), and the dependence of C4 with respect to Γ is only on Lip(A).
Remark 2.3. It is shown in [To, Lemma 3.2], that β1,µ(Q) . αµ(Q) for all Q ∈ D. Given Q∈ D, let LQbe a minimizing n-plane for αµ(Q). In general, β∞,µ(Q) can not be controlled by β1,µ(Q), so given x∈ suppµ ∩ CΓQ, we can not control dist(x, LQ) by means of αµ(Q).
But it is shown in [To, Lemma 5.2] that dist(x, LQ) . P
R∈D: x∈R⊂Qαµ(R)ℓ(R), and in particular, if P ∈ D is such that P ⊂ Q and x ∈ suppµ ∩ CΓP , and LP denotes a minimizing n-plane for αµ(P ), one has (see [To, Remark 5.3])
dist(x, LQ) . dist(x, LP) + X
R∈D: P ⊂R⊂Q
αµ(R)ℓ(R).
(2.7)
2.3. Martingales. First of all, let us recall a particular case of L´epingle’s inequality (see [JSW], or [L´e] and [JKRW, Theorem 6.4] for martingales in a probability space):
Theorem 2.4. Let (X, Σ, λ) be a σ-finite measure space and ρ > 2. Then, there exist constants C1, C2 > 0 such that, for every martingale G := {Gm}m∈Z∈ L2(λ),
kVρ(G)kL2(λ) ≤ C1kGkL2(λ) and kO(G)kL2(λ) ≤ C2kGkL2(λ),
where kGkL2(λ) := supm∈ZkGmkL2(λ). The constants C1 and C2 do not depend on the mea- sure λ, and C2 neither depends on the fixed sequence that defines O.
To prove Theorem 1.1, we need to introduce a particular martingale, and to review some known results.
Lemma 2.5. Fix a cube eP ⊂ Rn (not necessarily dyadic) and a Lipschitz graph Γ := {x ∈ Rd : x = (ex, A(ex))} such that suppA ⊂ eP . Consider the measure µ := fHnΓ, where f (x) = 1 for all ex∈ ePc and C0−1 ≤ f(x) ≤ C0 for all ex ∈ eP , for some fixed constant C0 > 0. Also set P := eP× Rd−n. Then, the following hold:
T∗µ∈ L1loc(µ), T∗(χEµ)∈ L1loc(µ) for every compact set E⊂ Rd, and (2.8)
kT µkL2(µ) .µ(P )1/2. (2.9)
Remark 2.6. To avoid the problem of non-integrability near infinity, for this type of measures µ we redefine Tǫµ(x) := limM →∞R
χ(ǫ,M )(|x − y|)K(x − y) dµ(y), which exists because µ is flat outside a compact set and K is odd. All the results in this paper remain valid with this new definition and the adjustments that have to be done in the proofs are minimal.
In this paper, we will deal with other integrals which concern the kernel K and the measure µ near infinity. The non-integrability problem can be avoided in the same manner.
Proof of Lemma 2.5. It is known that the operator T∗µis bounded in L2(µ), because T∗µis the maximal operator associated to a Calder´on-Zygmund singular integral and µ is an uniformly rectifiable measure (see [DS1]). Thus, T∗(χEµ) = T∗µ(χE) ∈ L1loc(µ) for every compact set E⊂ Rd.
We are going to check that kT∗µkL2(µ) . µ(P )1/2. This will imply that T∗µ ∈ L1loc(µ) and, since T µ exists (because µ is uniformly rectifiable) and|T µ| ≤ T∗µ, we will also obtain kT µkL2(µ) .µ(P )1/2; so the lemma will be proved.
Using that T∗µ is bounded in L2(µ), we have
kT∗µkL2(µ) ≤ kT∗(χ3Pµ)kL2(µ)+kT∗(χ(3P )cµ)kL2(µ)
.µ(P )1/2+kT∗(χ(3P )cµ)kL2(µ). (2.10)
Set L := Rn× {0}d−n ⊂ Rd; obviously χPcµ =HnL\P. Since L is an n-plane and K is odd, T∗HnL(x) = 0 for all x∈ L. Thus,
kT∗HnL\3PkL2(HnL)≤ kT∗HnLkL2(HnL)+kT∗HnL∩3PkL2(HnL).µ(P )1/2. (2.11)
Set zP := (ezP, 0, . . . , 0) ∈ L (recall that ezP denotes the center of eP ) and χǫ(x) :=
χ(ǫ,∞)(|x|). It is obvious that R
χǫ(zP − y)K(zP − y) dHnL\3P(y) = 0 for all ǫ > 0. Thus, given x∈ suppµ ∩ P ,
|(Kχǫ∗ HL\3Pn )(x)| ≤ Z
χǫ(x− y)|K(x − y) − K(zP − y)| dHnL\3P(y) +
Z
|χǫ(x− y) − χǫ(zP − y)||K(zP − y)| dHnL\3P(y).
Since Γ is a Lipschitz graph, |x − zP| . ℓ(P ). So, the first term on right hand side of the previous inequality is easily bounded by an absolute constant independent of ǫ, by standard arguments. For the second term, notice that supp(χǫ(x− ·) − χǫ(zP − ·)) ∩ (L \ 3P ) = ∅ for all ǫ < ℓ(P ), and HLn({y ∈ Rn : χǫ(x− y) − χǫ(zP − y) 6= 0}) . ℓ(P )ǫn−1 for all ǫ≥ ℓ(P ).
Therefore, since|zP − y| ≈ ǫ for all y ∈ supp(χǫ(x− ·) − χǫ(zP − ·)) ∩ (L \ 3P ), the second term can also be estimated by an absolute constant. Thus, we conclude T∗HnL\3P(x) = supǫ>0|(Kχǫ∗ HL\3Pn )(x)| . 1 for all x ∈ suppµ ∩ P .
Using the previous observations and (2.11), we have
kT∗(χ(3P )cµ)k2L2(µ) =kT∗HnL\3Pk2L2(χPµ)+kT∗HnL\3Pk2L2(χP cµ)
≤ kT∗HnL\3Pk2L2(χPµ)+kT∗HnL\3Pk2L2(HnL).µ(P ),
which, combined with (2.10), giveskT∗µkL2(µ) .µ(P )1/2, as desired. We are ready to define the martingale. Let P and µ be as in Lemma 2.5. Given m ∈ Z and a∈ Rn, we set
Dema := a + [0, 2−m)n⊂ Rn and Dma := eDma × Rd−n⊂ Rd.
Set Dma := {Dma+2−mk ⊂ Rd : k ∈ Zn} (notice that Dma coincides with Dm translated by a parameter a ∈ Rn and, for a fixed a, S
m∈ZDma is a translation of the standard dyadic lattice). Notice that µ(Dma)≈ 2−mn for all m∈ Z, a ∈ Rn. For D∈ Dma and x∈ D, we set
EDµ(x) := 1 µ(D)
Z
D
Z
Dc
K(z− y) dµ(y) dµ(z) (take into account Remark 2.6 for the meaning ofR
DcK(z− y) dµ(y)). Finally, for x ∈ Rd, we define the martingale Emaµ(x) :=P
D∈Dma χD(x)EDµ(x), m∈ Z.
Let us make some comments to understand better the nature of Emaµ. First of all notice that, since µ(∂D) = 0, for any D∈ Dma and µ-almost all z∈ D we have
(2.12)
Z
Dc
K(z− y) dµ(y) = lim
ǫ→0
Z
Dc
χǫ(z− y)K(z − y) dµ(y), and for any ǫ > 0, we have
(2.13)
Z
D
Z
D
χǫ(z− y)K(z − y) dµ(y) dµ(z) = 0
because of the antisymmetry of K. Therefore, by (2.12), (2.13), (2.8), and the dominated convergence theorem, R
D
RDcK(z− y) dµ(y)
dµ(z) < ∞ (in particular, we have seen that Emaµ is well defined) and R
DT (χDµ) dµ = 0. Using this and (2.12), we finally have that Emaµ(x) = 1
µ(D) Z
D
T (χDcµ) dµ = 1 µ(D)
Z
D
T µ dµ (2.14)
for x∈ D ∈ Dma, thus Emaµ(x) is the average of the function T µ on the v-cube D∈ Dma which contains x. So, it is completely clear that, for a fixed a∈ Rn,{Emaµ}m∈Zis a martingale. In [MV] it is shown that{Emaµ}m∈Zis well defined and it is a martingale without the assumption of the existence of T µ (i.e., for more general measures µ).
Now, we can use (2.14), the L2 boundedness of the dyadic maximal operator and (2.9) to deduce that
(2.15) kEmaµkL2(µ) .kT µkL2(µ) .µ(P )1/2
for all a∈ Rnand m∈ Z, where the constants that appear in the previous inequalities only depend on C0, n, d and Lip(A).
Set Eaµ :={Emaµ}m∈Z. Then, the martingale Eaµ belongs to L2(µ) by (2.15); thus by Theorem 2.4, for all a∈ Rn,
kVρ(Eaµ)kL2(µ) .kEaµkL2(µ) .µ(P )1/2 for ρ > 2, kO(Eaµ)kL2(µ) .kEaµkL2(µ) .µ(P )1/2,
(2.16)
where the constants in the previous inequalities only depend on C0, n, d, and Lip(A) (and on ρ, in the case ofVρ).
Finally, for x∈ Rd, we define
Emµ(x) := 2mn Z
{a : x∈Dma}
Emaµ(x) da
(notice that Ln({a : x ∈ Dma}) = 2−mn). Thus, Emµ is an average (of the m’th term) of some martingales depending on a parameter a∈ Rn.
Set Eµ := {Emµ}m∈Z. We want to obtain estimates like (2.16) for Vρ(Eµ) and O(Eµ).
We will only show the details for Vρ(Eµ), because the case of O(Eµ) follows by similar arguments.
One can easily check that Emµ(x) = 2M nR
[0,2−M]nEmaµ(x) da for all m, M ∈ Z with M ≤ m. Therefore, for all M, r, s ∈ Z with M ≤ r ≤ s, we have
(2.17) Erµ(x)− Esµ(x) = 2M n Z
[0,2−M]n
(Eraµ(x)− Esaµ(x)) da.
Given M ∈ Z, we consider the auxiliary transformation Vρ,M(Eµ)(x) := sup
{rm}
X
m∈Z
|Erm+1µ(x)− Ermµ(x)|ρ
1/ρ
,
where the pointwise supremum is taken over all decreasing sequences of integers {rm}m∈Z
such that rm ≥ M for all m ∈ Z. With this definition it is obvious that the sequence {Vρ,M(Eµ)(x)}M ∈Z is non increasing and Vρ(Eµ)(x) = limM →−∞Vρ,M(Eµ)(x) for all x ∈ Rd. Minkowski’s integral inequality and (2.17) yield the pointwise estimate
Vρ,M(Eµ)(x) = sup
{rm} : rm≥M
X
m∈Z
|Erm+1µ(x)− Ermµ(x)|ρ
1/ρ
≤ 2M n Z
[0,2−M]n
sup
{rm}
X
m∈Z
|Eram+1µ(x)− Eramµ(x))|ρ
1/ρ
da
= 2M n Z
[0,2−M]nVρ(Eaµ)(x) da.
Therefore, by the previous estimate, Minkowski’s integral inequality and (2.16), kVρ,M(Eµ)kL2(µ) ≤ 2M n
Z
[0,2−M]nkVρ(Eaµ)kL2(µ)da≤ Cµ(P )1/2,
where C > 0 only depends on C0, n, d, Lip(A), and ρ. By the monotone convergence theorem, we conclude that kVρ(Eµ)kL2(µ) . µ(P )1/2. Thus we have proved the following theorem (which can be considered the starting point to prove Theorem 1.1):
Theorem 2.7. Fix a cube eP ⊂ Rn. Set Γ :={x ∈ Rd : x = (ex, A(ex))}, where A : Rn → Rd−n is a Lipschitz function supported in eP , and set P := eP× Rd−n. Set µ := fHΓn, where f (x) = 1 for all ex∈ ePc and C0−1≤ f(x) ≤ C0 for all ex∈ eP , for some constant C0 > 0.
Let ρ > 2. Then, there exist constants C1, C2 > 0 such that kVρ(Eµ)kL2(µ) ≤ C1µ(P )1/2 andkO(Eµ)kL2(µ) ≤ C2µ(P )1/2, where C1 and C2 only depend on C0, n, d, and Lip(A) (and on ρ in the case of C1).
We need to introduce additional notation in order to express Emµ in a more convenient way for our purposes. Let µ1, . . . , µkbe a finite collection of positive Borel measures such that µl(Dma) > 0 for all a∈ Rn, m∈ Z and l = 1, . . . , k. Given m ∈ Z and x1, . . . , xi, y1, . . . , yj ∈ Rd, we define
Λµm1,...,µk(x1, . . . , xi; y1, . . . , yj) := 2nm Z
{a : x1,...,xi∈Dma, y1,...,yj∈D/ ma}
Qk da
l=1µl(Dma). Then, by Fubini’s theorem,
Emµ(x) = Z
{a : x∈Dma}
2mn µ(Dma)
Z
Dma
Z
(Dma)c
K(z− y) dµ(y) dµ(z) da
= Z Z
2mn Z
{a : x,z∈Dma, y /∈Dma}
da µ(Dma)
K(z− y) dµ(z) dµ(y)
= Z Z
Λµm(x, z ; y)K(z− y) dµ(z) dµ(y).
(2.18)
3. Sketch of the proof of Theorem 1.1
The proof relies on two basic facts: the known L2 boundedness of the ρ-variation and oscillation of martingales explained in the previous section and the good geometric properties of Lipschitz graphs from a measure-theoretic point of view.
As we said above, the starting point of the proof is Theorem 2.7, where the L2boundedness of the ρ-variation and oscillation (of a convex combination) of some particular martingales is stated. So, the first step consists in relating the results on martingales in Theorem 2.7 with the ρ-variation and oscillation of singular integrals on Lipschitz graphs, and this is the aim of the following two theorems:
Theorem 3.1. Let Γ and µ be as in Theorem 2.7. For each x∈ Γ, define
(3.1) W µ(x)2 := X
m∈Z
|(Kϕ2−m∗ µ)(x) − Emµ(x)|2. Then, kW µk2L2(µ) ≤ C1P
Q∈D αµ(C2Q)2+ β2,µ(Q)2
µ(Q), where C1, C2 > 0 depend only on C0, n, d, K, and Lip(A).
Theorem 3.2. Let Γ and µ be as in Theorem 2.7. For each x∈ Γ, define
(3.2) Sµ(x)2:= sup
{ǫm}
X
j∈Z
X
m∈Z: ǫm,ǫm+1∈Ij
|(Kϕǫǫm+1m ∗ µ)(x)|2,
where Ij = [2−j−1, 2−j) and the supremum is taken over all decreasing sequences of positive numbers {ǫm}m∈Z. Then, kSµk2L2(µ) ≤ CP
Q∈D αµ(Q)2+ β2,µ(Q)2
µ(Q), where C > 0 only depends on C0, n, d, K, and Lip(A).
Two fundamental tools to study W µ and Sµ are the α and β coefficients, which will be used to measure the flatness of Γ at different scales, in order to estimate the terms which appear in the sums in (3.1) and (3.2). This will be done in sections 4 and 5. To use the α coefficients to relate the ρ-variation of martingales with the ρ-variation of singular integrals, it is a key fact that we are considering a “smooth” family like ϕ, because the α’s are defined in terms of Lipschitz functions but Tǫ is defined by means of a rough truncation. Moreover, we are taking a truncation only on the first n-coordinates because the average of martingales that we are using is taken over the parameter a∈ Rn, using the v-cubes DMa (see subsection 2.3).
Combining Theorem 3.1 and Theorem 3.2 with the L2 estimates of the ρ-variation and oscillation on the average of martingales Eµ in Theorem 2.7, we are able to obtain local L2 estimates of Vρ◦ TϕHnΓ and O ◦ TϕHnΓ when Γ is any Lipschitz graph. More precisely, we separate the sum in the definition of Vρ◦ TϕHnΓ into two parts, which are classically called short and long variation (and analogously forO ◦ TϕHnΓ). The short variation corresponds to the sum Sµ in Theorem 3.2 (here µ is a suitable modification ofHnΓ), where the indices run over m∈ Z such that both ǫm and ǫm+1 lie in the same dyadic interval, and can be handled using the α’s and β’s. The long variation corresponds to the sum over the indices m∈ Z such that ǫm and ǫm+1 lie in different dyadic intervals, so one may assume that the ǫm’s are dyadic numbers. It is handled by comparing Kϕ2−m∗ µ with Emµ, and then using Theorem 3.1 and the fact the ρ-variation and oscillation of Eµ are bounded in L2(µ), by Theorem 2.7.
This will be done in section 6 (see Theorem 6.1).
Using the local L2 estimates of Theorem 6.1, combined with rather standard techniques in Calder´on-Zygmund theory, in section 7 we obtain the H1(HΓn)→ L1(HΓn) and L∞(HΓn)→ BM O(HnΓ) boundedness of Vρ◦ TϕHnΓ and O ◦ TϕHnΓ. Then, by interpolation, we obtain the Lp boundedness of these operators in the whole range 1 < p <∞, and in particular the L2 boundedness (see Theorem 7.1). Moreover, [CJRW2, Theorem B] can be adapted to prove that the L2(HnΓ) boundedness ofVρ◦ TϕHnΓ andO ◦ TϕHnΓ also yields the boundedness of these operators from L1(HnΓ) to L1,∞(HnΓ).
Let us stress that almost all the estimates in the proof of Theorem 1.1 (in particular, the constants involved in the relationships ., & and≈) depend either on n, d, K or Lip(A), and possibly on other variables such as ρ or p.
4. Proof of Theorem 3.1
In order to study the difference (Kϕ2−m∗µ)(x)−Emµ(x), we are going to split Emµ(x) into two parts, the one we will compare with (Kϕ2−m∗ µ)(x) (which corresponds to integrate, in the definition of Emµ(x), over the points y∈ Rdsuch that 2−m .|ex− ey|), and the remaining part. Then, we will estimate each part of (Kϕ2−m ∗ µ)(x) − Emµ(x) separately, using the cancelation properties of the kernel K and the uniform rectifiability of µ.
Recall from (2.18) that Emµ(x) = RR
Λµm(x, z ; y)K(z− y) dµ(z) dµ(y). Given ǫ > 0, we set γǫ:= 1− ϕǫ. Then,
Emµ(x) = Z Z
ϕ2−m(x− y)Λµm(x, z ; y)K(z− y) dµ(z) dµ(y) +
Z Z
γ2−m(x− y)Λµm(x, z ; y)K(z− y) dµ(z) dµ(y).
The first term in the previous sum is the one that we will compare with (Kϕ2−m∗µ)(x). For all a∈ Rnsuch that x∈ Dma, we have supp ϕ2−m(x−·)∩Dma =∅, and thus (Kϕ2−m∗µ)(x) = (Kϕ2−m∗ (χ(Dma)cµ))(x). Hence, using Fubini’s theorem and the definition of Λµm(x, z ; y),
(Kϕ2−m∗ µ)(x) = 2mn Z
{a : x∈Dma}
(Kϕ2−m∗ (χ(Dma)cµ))(x) da
= 2mn Z
{a : x∈Dma}
µ(Dma)−1 Z
Dma
(Kϕ2−m∗ (χ(Dma)cµ))(x) dµ(z) da
= Z Z
ϕ2−m(x− y)Λµm(x, z ; y)K(x− y) dµ(z) dµ(y).
We can decompose (Kϕ2−m∗ µ)(x) − Emµ(x) as (Kϕ2−m∗ µ)(x) − Emµ(x)
= ZZ
ϕ2−m(x− y)Λµm(x, z ; y)(K(x− y) − K(z − y)) dµ(z) dµ(y)
− ZZ
γ2−m(x− y)Λµm(x, z ; y)K(z− y) dµ(z) dµ(y)
= X
j<m
Fjm(x)−X
j∈Z
Gmj (x), (4.1)
where
Fjm(x) :=
ZZ
ϕ22−−jj−1(x− y)Λµm(x, z ; y)(K(x− y) − K(z − y)) dµ(z) dµ(y), (4.2)
Gmj (x) :=
ZZ
ϕ22−−j−1j (z− y)γ2−m(x− y)Λµm(x, z ; y)K(z− y) dµ(z) dµ(y).
(4.3)
Fix a v-cube D ∈ Dm, for some m∈ Z. In subsection 4.1 (see (4.18)) we will prove that
(4.4) X
j<m
|Fjm(x)| . dist(x, LD)
ℓ(D) + X
Q∈D : D⊂Q
ℓ(D) ℓ(Q)α(Q)